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Smoothing algorithms for nonlinear distributed parameter systems

โœ Scribed by R. Sahgal; R.P. Webb


Publisher
Elsevier Science
Year
1976
Tongue
English
Weight
659 KB
Volume
12
Category
Article
ISSN
0005-1098

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โœฆ Synopsis


Smoothing algorithms for nonlinear distributed systems, can substantially reduce the error covariance vis-tt-vis filtering.

SnmmarT--Fixed interval and fixed-lag smoothing algorithms are developed for a class of noisy nonlinear dism'buted parameter systems with unknown volume disturbances. Using a least-squares estimation criterion a two point boundary value problem is obtained. The solution of this boundary value problem is obtained by converting it into an initial value problem using a Riccati transformation. Using a Gaussian assumption for the disturbances, approximate error covariunce expressions are developed. The possible instability of the fixed-lag smoothing algorithm is noted. An alternate fixed-interval algorithm is developed to obviate storage requirements. The appficability of these algorithms is illustrated with an example from nuclear reactor kinetics.


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